Vanguard U.S. Momentum Factor ETF (VFMO)
VFMO is an actively managed ETF by Vanguard. VFMO launched on Feb 13, 2018 and has a 0.13% expense ratio.
ETF Info
US9219355081
921935508
Feb 13, 2018
North America (U.S.)
1x
Multi-Cap
Growth
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Vanguard U.S. Momentum Factor ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
Vanguard U.S. Momentum Factor ETF had a return of 32.00% year-to-date (YTD) and 46.40% in the last 12 months.
VFMO
32.00%
4.33%
15.15%
46.40%
16.85%
N/A
^GSPC (Benchmark)
24.05%
1.08%
11.50%
30.38%
13.77%
11.13%
Monthly Returns
The table below presents the monthly returns of VFMO, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 2.20% | 9.18% | 3.37% | -6.22% | 5.75% | 0.33% | 3.85% | 1.50% | 1.83% | 0.60% | 32.00% | ||
| 2023 | 4.05% | -2.34% | -2.58% | -0.97% | 0.43% | 8.59% | 3.22% | -3.45% | -6.03% | -5.08% | 11.89% | 9.33% | 16.25% |
| 2022 | -8.96% | 1.27% | 3.26% | -8.43% | 2.35% | -9.58% | 8.36% | -0.39% | -7.64% | 12.87% | 2.14% | -6.00% | -12.84% |
| 2021 | 5.27% | 5.65% | -1.01% | 2.73% | 1.41% | 2.02% | -1.96% | 3.39% | -3.32% | 6.71% | -3.72% | 1.14% | 19.16% |
| 2020 | 0.59% | -7.34% | -15.77% | 13.55% | 7.97% | 3.90% | 6.87% | 4.82% | -1.29% | -2.42% | 14.68% | 6.17% | 31.36% |
| 2019 | 10.05% | 5.55% | 0.41% | 1.94% | -3.46% | 6.03% | 2.05% | -1.09% | -2.65% | 1.58% | 3.79% | 1.72% | 28.22% |
| 2018 | -0.44% | 0.04% | -0.39% | 5.96% | -0.17% | 1.57% | 6.63% | -1.24% | -10.59% | -0.96% | -10.89% | -11.41% |
Expense Ratio
VFMO has an expense ratio of 0.13%, which is considered low compared to other funds.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of VFMO is 76, placing it in the top 24% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Vanguard U.S. Momentum Factor ETF (VFMO) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Vanguard U.S. Momentum Factor ETF provided a 0.65% dividend yield over the last twelve months, with an annual payout of $1.12 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|
| Dividend | $1.12 | $1.17 | $1.97 | $1.07 | $0.51 | $1.06 | $0.48 |
Dividend yield | 0.65% | 0.89% | 1.72% | 0.81% | 0.45% | 1.23% | 0.70% |
Monthly Dividends
The table displays the monthly dividend distributions for Vanguard U.S. Momentum Factor ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.32 | $0.00 | $0.00 | $0.27 | $0.00 | $0.00 | $0.75 | |
| 2023 | $0.00 | $0.00 | $0.36 | $0.00 | $0.00 | $0.28 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.37 | $1.17 |
| 2022 | $0.00 | $0.00 | $0.36 | $0.00 | $0.00 | $0.56 | $0.00 | $0.00 | $0.49 | $0.00 | $0.00 | $0.56 | $1.97 |
| 2021 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.26 | $0.00 | $0.00 | $0.50 | $1.07 |
| 2020 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.19 | $0.51 |
| 2019 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.29 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.36 | $1.06 |
| 2018 | $0.17 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.18 | $0.48 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the Vanguard U.S. Momentum Factor ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Vanguard U.S. Momentum Factor ETF was 36.77%, occurring on Mar 23, 2020. Recovery took 90 trading sessions.
The current Vanguard U.S. Momentum Factor ETF drawdown is 2.49%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -36.77% | Feb 20, 2020 | 23 | Mar 23, 2020 | 90 | Jul 30, 2020 | 113 |
| -27.21% | Sep 5, 2018 | 77 | Dec 24, 2018 | 250 | Dec 20, 2019 | 327 |
| -25.8% | Nov 9, 2021 | 221 | Sep 26, 2022 | 340 | Feb 2, 2024 | 561 |
| -12.18% | Jul 17, 2024 | 14 | Aug 5, 2024 | 32 | Sep 19, 2024 | 46 |
| -11.06% | Feb 16, 2021 | 13 | Mar 4, 2021 | 111 | Aug 11, 2021 | 124 |
Volatility
Volatility Chart
The current Vanguard U.S. Momentum Factor ETF volatility is 5.78%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.